Abstract: Sudden gains—large, rapid, and stable symptom reductions during treatment—are associated with better patient outcomes. Little is known about sudden gains among patients with co-occurring posttraumatic stress disorder (PTSD) and major depressive disorder (MDD), yet better understanding of sudden gains in this population may improve treatment of this comorbidity. This study evaluated sudden gains in PTSD and depression symptoms and their association with treatment outcomes among active duty service members with comorbid PTSD and MDD (N = 94) who were randomized to behavioral activation-enhanced cognitive processing therapy (BA + CPT) or CPT alone. Outcomes were interviewer-rated PTSD and depression severity at posttreatment and 3-month follow-up. PTSD and depression sudden gains occurred in 19 % and 27 % of the sample, respectively. Multilevel modeling showed sudden gains in depression symptoms were associated with clinically and statistically significant improvements in PTSD (p < .001) and depression severity (p < .001) outcomes. PTSD sudden gains were not associated with PTSD (p = .137) or depression (p = .187) outcomes. Improvements in both PTSD and depression outcomes following sudden depression gains may highlight the importance of depression symptom change during treatment as a prognostic marker of outcomes in this comorbid population. Clinicaltrials gov identifier:NCT02874131.